Investment Risk Manager (m/f)

  • Negotiable
  • Ettlebruk, Diekirch, Luxembourg
  • Permanent, Full time
  • DO Recruitment Advisors
  • 10 Dec 17 2017-12-10

We are looking to recruit an Investment Risk Manager to join a growing management company managing UCITS and soon AIFs. This is a newly created role and an exciting opportunity for a candidate to join a small but dynamic team of professionals.

THE JOB

We are looking to recruit an Investment Risk Manager to join a growing management company managing UCITS and soon AIFs. This is a newly created role and an exciting opportunity for a candidate to join a small but dynamic team of professionals.

The successful candidate will report directly to the Managing Director (based in Luxembourg) and the Head of Investment Risk & Performance (based in London).


The role will involve the following responsibilities and duties:

  • Portfolio analysis, measuring and assessing the risks within investment portfolios (e.g. volatility and VaR measures, portfolio biases, factor sensitivities etc.).
  • Interpret the output of the risk management systems for relevant portfolios.
  • The setting of appropriate risk limits, monitoring of these limits and escalating issues as appropriate.
  • Measurement and assessment of portfolio liquidity.
  • Measurement, monitoring and assessment of portfolio leverage.
  • Portfolio stress testing and scenario analysis.
  • Generation of risk reports for internal boards, investors and external regulators as required, including Global Exposures, VaR back-testing, portfolio stress testing, liquidity analysis and liquidity stress-testing.
  • Preparing quarterly and semi-annual risk reports for external regulators, liaising with third-party providers where necessary, and managing the annual review of the Risk Management Process and Risk Profiles.
  • Presentation of these reports to relevant stakeholders as required, covering all aspects of risk measurement and assessment.
  • Work closely with, contribute to and support the broader investment risk function and team, based in London and other location.


THE CANDIDATE

  • At least 5 years' experience within an investment risk function within a fund management company or a closely related business.
  • Familiarity with the Luxembourg regulatory environment preferred, including both UCITS and AIFs.
  • Strong technical knowledge of commonly used investment risk systems in the marketplace, and be an experienced user of such.
  • A strong understanding of the drivers of risk within investment portfolios across asset classes. Relevant fixed income experience in particular is valued.
  • Strong interpersonal and communication skills in order to engage with diverse stakeholders including senior management, portfolio managers, clients and regulators.



THE CLIENT
Our client is a management company